+9,392.5%
STRL vs KNX
+5,284.4%
+4,108.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.8% | +2.0% | +4.9% |
| 7D | +3.4% | +7.4% | -4.0% | +1.8% |
| 30D | -9.2% | +2.0% | -11.2% | -9.5% |
| 3M | -51.0% | -7.9% | -43.2% | -50.2% |
| 6M | +15.8% | +14.4% | +1.4% | +12.2% |
| YTD | +58.9% | +38.9% | +20.0% | +47.4% |
| 1Y | +68.5% | +65.9% | +2.6% | +49.7% |
| 3Y | +485.2% | +35.8% | +449.4% | +437.2% |
| 5Y | +2,005.1% | +43.3% | +1,961.8% | +1,796.9% |
| 10Y | +7,118.0% | +179.6% | +6,938.3% | +5,580.9% |
| All | +9,392.5% | +5,284.4% | +4,108.0% | +7,603.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded KNX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling